+5,542.2%
CSX vs ILMN
+1,401.8%
+4,140.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.4% | +1.0% |
| 7D | -3.4% | +1.2% | -4.6% | -3.5% |
| 30D | -3.1% | +9.2% | -12.3% | -4.2% |
| 3M | +7.2% | +29.8% | -22.7% | +3.6% |
| 6M | +16.2% | +69.2% | -53.0% | +8.5% |
| YTD | +37.5% | +66.4% | -28.8% | +28.3% |
| 1Y | +53.2% | +123.4% | -70.2% | +37.0% |
| 3Y | +68.2% | +33.2% | +35.1% | +57.4% |
| 5Y | +65.2% | -52.0% | +117.2% | +70.7% |
| 10Y | +504.1% | +33.6% | +470.5% | +442.5% |
| All | +5,542.2% | +1,401.8% | +4,140.4% | +3,128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling